Data Source: from January 1972 to December 2021

Last Update: 31 Dec 2021

Category: Fixed Income
ETF: iShares 3-7 Year Treasury Bond (IEI)

In the last 10 years, the iShares 3-7 Year Treasury Bond (IEI) ETF obtained a 1.84% compound annual return, with a 2.84% standard deviation.

In the last 25 years, a 4.58% compound annual return, with a 4.08% standard deviation.

In 2021, the ETF granted a 0.71% dividend yield. If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

The iShares 3-7 Year Treasury Bond (IEI) ETF is present in the following Lazy Portfolios:

Portfolio Name Author IEI Weight
Edge Select Moderately Conservative Merrill Lynch 17.0%
Edge Select Conservative Merrill Lynch 17.0%
Edge Select Moderate Merrill Lynch 14.0%
Edge Select Moderately Aggressive Merrill Lynch 9.0%
Edge Select Aggressive Merrill Lynch 5.0%
All Weather Portfolio Ray Dalio 15.0%
Ultimate Buy&Hold FundAdvice 20.0%
Lazy Portfolio David Swensen 15.0%
Robust Alpha Architect 20.0%
Larry Portfolio Larry Swedroe 70.0%
Pinwheel 15.0%
Sandwich Portfolio Bob Clyatt 41.0%
7Twelve Portfolio Craig Israelsen 25.0%
Simple Money Portfolio Tim Maurer 40.0%
Desert Portfolio Gyroscopic Investing 60.0%
All Weather Portfolio with Bitcoin Ray Dalio 15.0%
Desert Portfolio with Bitcoin Gyroscopic Investing 60.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Dividend Yield page.

Time Range:

An investment of 1000$, since January 1997, now would be worth 3062.22$, with a total return of 206.22% (4.58% annualized).

The Inflation Adjusted Capital now would be 1738.81$, with a net total return of 73.88% (2.24% annualized).

Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
-0.40%
-0.86%
-0.40%
Dec 2021 - Dec 2021
0 - 1
3M
-0.91%
-3.06%
-0.91%
Oct 2021 - Dec 2021
1 - 2
6M
-1.01%
-4.27%
-1.98%
Aug 2021 - Dec 2021
2 - 4
YTD
-2.54%
-9.02%
2.10%
-2.54%
Jan 2021 - Dec 2021
4 - 8
33% pos
1Y
-2.54%
-9.02%
2.10%
-2.54%
Jan 2021 - Dec 2021
4 - 8
33% pos
3Y
+3.28%
annualized
-0.24%
annualized
3.04%
-2.91%
Aug 2020 - Dec 2021
20 - 16
56% pos
5Y
+2.48%
annualized
-0.43%
annualized
2.76%
-3.08%
Sep 2017 - Apr 2018
33 - 27
55% pos
10Y
+1.84%
annualized
-0.28%
annualized
2.84%
-3.68%
Aug 2016 - Apr 2018
64 - 56
53% pos
20Y
+3.90%
annualized
+1.55%
annualized
3.95%
-4.29%
Jun 2003 - Jul 2003
146 - 94
61% pos
25Y
+4.58%
annualized
+2.24%
annualized
4.08%
-4.67%
Oct 1998 - Jan 2000
189 - 111
63% pos
MAX
01 Jan 1972
+6.66%
annualized
+2.65%
annualized
5.59%
-10.70%
Jul 1979 - Feb 1980
391 - 209
65% pos
(*)Annualized St.Dev. of monthly returns

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 5Y: 2.92% , 10Y: 2.12% , 25Y: 2.29%

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Drawdowns

Drawdonws Chart:

Worst drawdowns since January 1997.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-4.67% Oct 1998 Jan 2000 16 Jun 2000 5 21
-4.29% Jun 2003 Jul 2003 2 Feb 2004 7 9
-4.03% Nov 2001 Mar 2002 5 Jun 2002 3 8
-3.74% Apr 2004 May 2004 2 Oct 2004 5 7
-3.68% Aug 2016 Apr 2018 21 Mar 2019 11 32
-3.50% Apr 2008 May 2008 2 Oct 2008 5 7
-3.16% Jan 2009 Jun 2009 6 Nov 2009 5 11
-3.14% May 2013 Aug 2013 4 Oct 2014 14 18
-3.07% Nov 2010 Mar 2011 5 May 2011 2 7
-2.91% Aug 2020 Dec 2021 17 in progress 17
-2.52% Dec 2009 Dec 2009 1 May 2010 5 6
-2.05% Sep 2005 Apr 2006 8 Aug 2006 4 12
-2.01% Oct 2002 Nov 2002 2 Dec 2002 1 3
-1.49% Feb 2005 Mar 2005 2 Apr 2005 1 3
-1.48% Nov 2004 Nov 2004 1 Jan 2005 2 3
-1.41% Jul 2005 Jul 2005 1 Aug 2005 1 2
-1.37% May 2007 Jun 2007 2 Jul 2007 1 3
-1.33% Feb 2015 Feb 2015 1 Sep 2015 7 8
-1.30% Mar 1997 Mar 1997 1 Apr 1997 1 2
-1.24% Dec 2006 Jan 2007 2 Feb 2007 1 3

Rolling Returns ( more details)

iShares 3-7 Year Treasury Bond (IEI) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.01% +34.57%
Oct 1981 - Sep 1982
-5.92%
Mar 1979 - Feb 1980
13.07%
2 Years
+7.04% +25.05%
Jul 1984 - Jun 1986
-1.64%
Mar 1978 - Feb 1980
2.95%
3 Years
+7.07% +19.06%
Jul 1982 - Jun 1985
-0.02%
Oct 2015 - Sep 2018
0.18%
5 Years
+7.12% +20.18%
Sep 1981 - Aug 1986
+0.54%
May 2013 - Apr 2018
0.00%
7 Years
+7.23% +15.92%
Mar 1980 - Feb 1987
+0.97%
Oct 2011 - Sep 2018
0.00%
10 Years
+7.51% +13.85%
Oct 1981 - Sep 1991
+1.84%
Jan 2012 - Dec 2021
0.00%
15 Years
+7.66% +11.81%
Dec 1980 - Nov 1995
+3.19%
Jun 2003 - May 2018
0.00%
20 Years
+7.69% +10.90%
Oct 1981 - Sep 2001
+3.72%
Nov 2001 - Oct 2021
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Rolling Returns page.

Seasonality

In the table below, for the iShares 3-7 Year Treasury Bond (IEI) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.56
68%
0.09
60%
0.13
58%
0.43
62%
0.68
66%
0.64
62%
0.50
66%
0.74
68%
0.85
76%
0.70
66%
0.82
68%
0.48
62%
Best
Year
3.0
1988
3.2
1986
3.6
1986
10.5
1980
5.7
1985
3.2
1989
4.5
1982
5.1
1982
4.6
1982
6.5
1981
8.4
1981
3.7
1991
Worst
Year
-2.4
1977
-7.5
1980
-2.6
1994
-3.3
2004
-3.2
1984
-1.9
1982
-3.9
2003
-5.0
1980
-2.0
1987
-5.7
1979
-2.3
2001
-3.1
1981
Statistics calculated for the period Jan 1972 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

iShares 3-7 Year Treasury Bond (IEI) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
391 Positive Months (65%) - 209 Negative Months (35%)
Jan 1972 - Dec 2021
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
-2.54 -9.02 -0.3 -1.1 -0.8 0.5 0.3 -0.1 1.0 -0.3 -0.8 -0.8 0.3 -0.4
2020
+6.95 +5.58 1.8 1.9 2.5 0.1 0.3 0.1 0.4 -0.3 0.1 -0.4 0.1 0.1
2019
+5.70 +3.37 0.5 -0.2 1.6 0.0 1.8 0.9 -0.2 2.1 -0.6 0.3 -0.4 -0.2
2018
+1.36 -0.55 -1.2 -0.4 0.6 -0.8 0.7 0.0 -0.3 0.7 -0.7 0.1 0.8 1.8
2017
+1.22 -0.86 0.3 0.3 0.1 0.7 0.4 -0.3 0.4 0.8 -0.8 -0.2 -0.4 0.0
2016
+1.22 -0.81 2.1 0.6 0.2 -0.1 -0.2 1.8 0.1 -0.7 0.3 -0.6 -2.2 0.0
2015
+1.64 +0.99 2.3 -1.3 0.8 -0.1 -0.1 -0.5 0.7 0.0 1.1 -0.5 -0.4 -0.3
2014
+3.17 +2.50 1.3 0.1 -0.7 0.5 0.9 -0.2 -0.5 0.9 -0.5 1.0 0.7 -0.4
2013
-1.84 -3.31 -0.4 0.6 0.1 0.6 -1.3 -1.3 0.3 -0.8 1.2 0.5 0.0 -1.3
2012
+1.85 +0.09 0.6 -0.6 -0.6 1.2 0.8 -0.2 0.7 0.1 0.0 -0.3 0.5 -0.4
2011
+8.30 +5.09 0.6 -0.4 -0.3 1.6 1.6 -0.1 2.0 1.8 0.3 0.0 0.2 0.7
2010
+6.32 +4.81 1.7 0.4 -0.8 0.9 1.5 1.9 1.1 1.4 0.5 0.6 -1.0 -2.0
2009
-1.70 -4.39 -1.3 -0.6 1.8 -1.4 -1.0 -0.7 0.5 0.9 0.7 0.1 1.8 -2.5
2008
+12.79 +12.82 2.9 1.6 0.8 -2.3 -1.2 0.7 0.7 1.0 1.0 1.5 3.8 1.8
2007
+9.98 +5.64 -0.3 1.9 0.0 0.6 -1.2 -0.2 1.8 2.0 0.5 0.8 3.5 0.3
2006
+3.14 +0.60 -0.3 0.1 -1.0 -0.4 0.0 0.1 1.4 1.6 0.9 0.6 1.1 -1.0
2005
+2.31 -0.99 0.6 -1.0 -0.5 1.7 1.2 0.6 -1.4 1.6 -1.1 -0.8 0.5 1.0
2004
+3.40 +0.06 0.8 1.2 1.1 -3.3 -0.5 0.5 0.9 2.1 0.2 0.9 -1.5 1.0
2003
+2.37 +0.33 -0.5 1.8 -0.2 0.2 2.7 -0.4 -3.9 0.2 3.1 -1.4 0.0 0.8
2002
+14.15 +11.39 0.5 1.3 -2.3 2.6 1.0 1.7 2.7 2.4 3.0 -0.7 -1.3 2.6
2001
+7.55 +5.85 1.3 1.3 0.5 -1.2 0.2 0.3 2.7 1.1 2.4 2.2 -2.3 -1.2
2000
+14.03 +10.24 -0.5 1.0 2.0 -0.3 0.2 2.2 0.6 1.6 0.9 0.9 2.1 2.4
1999
-3.52 -6.04 0.7 -3.1 0.6 0.3 -1.3 -0.3 -0.5 -0.1 1.1 0.1 -0.1 -0.9
1998
+10.61 +8.86 1.7 -0.4 0.1 0.5 1.0 1.0 0.2 3.2 3.6 -0.8 -0.3 0.4
1997
+8.96 +7.14 0.1 0.1 -1.3 1.6 0.8 1.0 2.9 -1.0 1.5 1.7 0.3 1.1
1996
+1.92 -1.41 0.7 -2.4 -1.1 -1.0 -0.4 1.5 0.1 -0.3 1.9 2.5 2.0 -1.4
1995
+20.44 +17.47 1.9 2.6 0.6 1.6 4.7 0.8 -0.6 1.3 0.9 1.8 1.8 1.4
1994
-4.33 -6.75 1.5 -2.5 -2.6 -0.9 0.2 -0.3 1.7 0.3 -1.8 -0.3 -0.4 0.8
1993
+11.43 +8.38 2.7 2.5 0.4 0.9 -0.1 2.2 0.0 2.2 0.6 0.1 -1.2 0.6
1992
+7.78 +4.67 -2.2 0.5 -0.9 0.6 2.2 1.8 3.1 1.2 1.7 -1.7 -0.5 1.8
1991
+15.97 +12.61 0.9 0.5 0.4 1.1 0.4 -0.2 1.2 2.4 2.4 1.3 1.0 3.7
1990
+9.46 +3.02 -1.3 0.3 -0.1 -0.8 2.7 1.6 1.6 -0.8 0.8 1.6 2.0 1.6
1989
+14.52 +9.44 1.0 -0.6 0.4 2.7 2.4 3.2 2.6 -2.2 0.3 2.7 1.1 0.2
1988
+5.26 +0.81 3.0 1.1 -1.0 -0.5 -0.9 2.0 -0.7 -0.1 2.1 1.7 -1.4 -0.2
1987
+1.55 -2.66 1.0 0.6 -0.7 -2.7 -0.7 1.2 -0.1 -0.6 -2.0 4.1 0.5 1.1
1986
+15.10 +13.75 0.5 3.2 3.6 0.7 -2.1 3.1 1.5 3.2 -1.9 1.5 1.0 -0.1
1985
+22.24 +17.78 2.1 -2.0 1.9 2.4 5.7 0.9 -0.5 1.8 0.9 1.8 2.4 3.1
1984
+15.01 +10.55 1.8 -0.5 -1.0 0.0 -3.2 1.3 4.3 1.4 2.1 4.3 2.2 1.6
1983
+5.22 +1.38 0.0 2.7 -0.9 2.4 -1.7 0.1 -2.2 0.2 3.2 0.2 1.1 0.2
1982
+31.13 +26.30 0.2 1.6 0.2 2.9 1.7 -1.9 4.5 5.1 4.6 5.2 1.7 1.9
1981
+9.41 +0.46 0.3 -2.3 2.5 -2.6 2.8 0.3 -2.2 -1.6 0.8 6.5 8.4 -3.1
1980
+2.88 -8.43 -1.9 -7.5 1.7 10.5 4.6 2.3 -1.6 -5.0 0.2 -2.1 -0.4 3.1
1979
+5.35 -6.98 2.2 -0.6 1.2 0.1 2.0 1.9 -0.3 -0.7 0.3 -5.7 3.8 1.1
1978
+1.15 -7.20 -0.1 0.1 0.2 0.2 -0.1 -0.2 0.9 0.9 0.4 -1.9 1.6 -0.7
1977
+1.04 -5.29 -2.4 -0.1 0.7 0.7 0.7 1.3 -0.8 1.0 -0.1 -0.8 0.9 -0.1
1976
+13.75 +8.30 0.9 0.5 0.9 0.8 -1.2 1.5 1.1 1.9 1.1 1.7 3.7 0.2
1975
+7.36 +0.21 0.7 1.5 -0.9 -1.9 2.8 -0.2 -0.4 0.3 -0.4 3.8 -0.3 2.3
1974
+5.70 -5.71 0.2 0.3 -2.2 -1.6 1.3 -0.4 0.2 0.0 3.1 1.1 2.2 1.5
1973
+4.47 -4.10 -0.3 -0.6 0.2 0.9 0.4 0.1 -3.4 3.1 3.0 0.2 0.7 0.3
1972
+2.72 -0.66 -0.6 0.8 -1.3 1.4 0.9 -0.4 0.6 -0.5 0.6 0.4 0.9 -0.1

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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